Stock market reaction to dividend announcements: Emprical evidence from Malaysia

The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trad...

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Main Author:	Karbalaee, Seyed Mohammadreza
Format:	Thesis
Published:	2013
Subjects:	HG Finance
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id	my-mmu-ep.3877
record_format	uketd_dc
spelling	my-mmu-ep.38772013-06-20T01:04:06Z Stock market reaction to dividend announcements: Emprical evidence from Malaysia 2013-05-13 Karbalaee, Seyed Mohammadreza HG Finance The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trading volume reaction to annual cash dividend announcements. The study employed 115 announcements of final dividend among 65 listed companies by dividing the sample to three clusters of dividend increase, decrease and constant dividend. The event study methodology with market model adjustment to compute the abnormal return and abnormal trading volume was employed as a research method. 2013-05 Thesis http://shdl.mmu.edu.my/3877/ http://vlib.mmu.edu.my/diglib/login/dlusr/login.php masters Multimedia University Graduate School of Management
institution	Multimedia University
collection	MMU Institutional Repository
topic	HG Finance
spellingShingle	HG Finance Karbalaee, Seyed Mohammadreza Stock market reaction to dividend announcements: Emprical evidence from Malaysia
description	The study investigated the Malaysian stock market reaction to dividend announcements. The study focused on cash dividend announcements for the period of 2009-2010. The data was extracted from Bursa Malaysia official website. In particular, the research examined both the stock price reaction and trading volume reaction to annual cash dividend announcements. The study employed 115 announcements of final dividend among 65 listed companies by dividing the sample to three clusters of dividend increase, decrease and constant dividend. The event study methodology with market model adjustment to compute the abnormal return and abnormal trading volume was employed as a research method.
format	Thesis
qualification_level	Master's degree
author	Karbalaee, Seyed Mohammadreza
author_facet	Karbalaee, Seyed Mohammadreza
author_sort	Karbalaee, Seyed Mohammadreza
title	Stock market reaction to dividend announcements: Emprical evidence from Malaysia
title_short	Stock market reaction to dividend announcements: Emprical evidence from Malaysia
title_full	Stock market reaction to dividend announcements: Emprical evidence from Malaysia
title_fullStr	Stock market reaction to dividend announcements: Emprical evidence from Malaysia
title_full_unstemmed	Stock market reaction to dividend announcements: Emprical evidence from Malaysia
title_sort	stock market reaction to dividend announcements: emprical evidence from malaysia
granting_institution	Multimedia University
granting_department	Graduate School of Management
publishDate	2013
_version_	1747829559822123008

Stock market reaction to dividend announcements: Emprical evidence from Malaysia

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